ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 1,212.9 1,200.8 -12.1 -1.0% 1,209.2
High 1,214.8 1,207.9 -6.9 -0.6% 1,224.7
Low 1,199.0 1,183.4 -15.6 -1.3% 1,203.4
Close 1,202.0 1,183.8 -18.2 -1.5% 1,216.4
Range 15.8 24.5 8.7 55.1% 21.3
ATR 16.2 16.8 0.6 3.6% 0.0
Volume 81,263 88,830 7,567 9.3% 358,786
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 1,265.3 1,249.0 1,197.3
R3 1,240.8 1,224.5 1,190.5
R2 1,216.3 1,216.3 1,188.3
R1 1,200.0 1,200.0 1,186.0 1,195.8
PP 1,191.8 1,191.8 1,191.8 1,189.5
S1 1,175.5 1,175.5 1,181.5 1,171.3
S2 1,167.3 1,167.3 1,179.3
S3 1,142.8 1,151.0 1,177.0
S4 1,118.3 1,126.5 1,170.3
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 1,278.8 1,268.8 1,228.0
R3 1,257.5 1,247.5 1,222.3
R2 1,236.3 1,236.3 1,220.3
R1 1,226.3 1,226.3 1,218.3 1,231.3
PP 1,214.8 1,214.8 1,214.8 1,217.3
S1 1,205.0 1,205.0 1,214.5 1,210.0
S2 1,193.5 1,193.5 1,212.5
S3 1,172.3 1,183.8 1,210.5
S4 1,151.0 1,162.3 1,204.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,231.3 1,183.4 47.9 4.0% 17.0 1.4% 1% False True 73,352
10 1,231.3 1,183.4 47.9 4.0% 15.3 1.3% 1% False True 73,848
20 1,253.5 1,183.4 70.1 5.9% 17.0 1.4% 1% False True 79,518
40 1,261.3 1,183.4 77.9 6.6% 18.0 1.5% 1% False True 83,195
60 1,261.3 1,183.4 77.9 6.6% 14.5 1.2% 1% False True 55,509
80 1,261.3 1,141.1 120.2 10.2% 12.5 1.0% 36% False False 41,632
100 1,261.3 1,074.6 186.7 15.8% 11.5 1.0% 58% False False 33,316
120 1,261.3 1,074.6 186.7 15.8% 10.0 0.8% 58% False False 27,763
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,312.0
2.618 1,272.0
1.618 1,247.5
1.000 1,232.5
0.618 1,223.0
HIGH 1,208.0
0.618 1,198.5
0.500 1,195.8
0.382 1,192.8
LOW 1,183.5
0.618 1,168.3
1.000 1,159.0
1.618 1,143.8
2.618 1,119.3
4.250 1,079.3
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 1,195.8 1,205.0
PP 1,191.8 1,198.0
S1 1,187.8 1,191.0

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These figures are updated between 7pm and 10pm EST after a trading day.

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